-8.3%
WBD vs PBF
+303.9%
-312.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.8% | +4.3% | -6.1% | -2.5% |
| 30D | +8.8% | +22.0% | -13.2% | +5.0% |
| 3M | +4.6% | +74.5% | -69.9% | -5.6% |
| 6M | +1.1% | +67.7% | -66.6% | -9.2% |
| YTD | -2.0% | +179.2% | -181.2% | -20.0% |
| 1Y | +140.0% | +170.0% | -30.0% | +95.0% |
| 3Y | +144.4% | +66.4% | +78.0% | +107.6% |
| 5Y | -0.2% | +764.5% | -764.7% | -41.1% |
| 10Y | +9.1% | +358.5% | -349.4% | -40.7% |
| All | -8.3% | +303.9% | -312.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling